• Title/Summary/Keyword: copula

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Eurycoma longifolia Increases Sexual Motivation in Sexually Naive Male Rats

  • Ang, Hooi-Hoon;Sim, Meng-Kwoon
    • Archives of Pharmacal Research
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    • v.21 no.6
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    • pp.779-781
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    • 1998
  • The aim of this study is to provide evidence on the aphrodisiac property of Eurycoma longifolia Jack. An electric grid was used as an obstruction in the electrical copula tion cage in order to determine how much an aversive stimulus the sexually naive male rat for both the treated with E. longifolia Jack and control groups were willing to overcome to reach the estrous receptive female in the goal cage. The intensity of the grid current was maintained at 0.12mA and this was the intensity in which the male rats in the control group failed to crossover to reach the goal cage. Results showed that E. longifolia Jack continued to enhance and also maintain a high level of both the total number of successful crossovers, mountings, intromissions and ejaculations during the 9-12 th week observation period. In conclusion, these results further enhanced and strenghtened the aphrodisiac property of E.longifolia Jack.

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DEFAULTABLE BOND PRICING USING REGIME SWITCHING INTENSITY MODEL

  • Goutte, Stephane;Ngoupeyou, Armand
    • Journal of applied mathematics & informatics
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    • v.31 no.5_6
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    • pp.711-732
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    • 2013
  • In this paper, we are interested in finding explicit numerical formulas to evaluate defaultable bonds prices of firms. For this purpose, we use a default intensity whose values depend on the credit rating of these firms. Each credit rating corresponds to a state of the default intensity. Then, this regime switches as soon as one of the credit rating of a firm also changes. Moreover, this regime switching default intensity model allows us to capture well some market features or economics behaviors. Thus, we obtain two explicit different formulas to evaluate the conditional Laplace transform of a regime switching Cox Ingersoll Ross model. One using the property of semi-affine of the model and the other one using analytic approximation. We conclude by giving some numerical illustrations of these formulas and real data estimation results.

A MULTIVARIATE JUMP DIFFUSION PROCESS FOR COUNTERPARTY RISK IN CDS RATES

  • Ramli, Siti Norafidah Mohd;Jang, Jiwook
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.1
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    • pp.23-45
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    • 2015
  • We consider counterparty risk in CDS rates. To do so, we use a multivariate jump diffusion process for obligors' default intensity, where jumps (i.e. magnitude of contribution of primary events to default intensities) occur simultaneously and their sizes are dependent. For these simultaneous jumps and their sizes, a homogeneous Poisson process. We apply copula-dependent default intensities of multivariate Cox process to derive the joint Laplace transform that provides us with joint survival/default probability and other relevant joint probabilities. For that purpose, the piecewise deterministic Markov process (PDMP) theory developed in [7] and the martingale methodology in [6] are used. We compute survival/default probability using three copulas, which are Farlie-Gumbel-Morgenstern (FGM), Gaussian and Student-t copulas, with exponential marginal distributions. We then apply the results to calculate CDS rates assuming deterministic rate of interest and recovery rate. We also conduct sensitivity analysis for the CDS rates by changing the relevant parameters and provide their figures.

The Optimal Design of a PC System in HIBRAND (PC공법을 이용한 최적의 구조설계)

  • Kim, Jong-Soo;Park, Hyung-Suk;Choi, Dong-Sub
    • Proceedings of the Korea Concrete Institute Conference
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    • 2006.05a
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    • pp.298-301
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    • 2006
  • The HIBRAND located in Yangjaedong, Seochogu, Seoul is a large complex shopping center of total space 48,000 p'yongs which consists of a nineteen-story business facility and a six-story sale facility. In the case of a big construction work in the downtown, they are suffered much difficulty by construction period and working space lack. They, however, can satisfy construction period, constructability and quality using a PC system in HIBRAND. Also, we maximized the advantage of each material being the abreast of a RC and steel structure method partially and devised a reasonable copula. A PC system with advantages of construction period, constructability and quality assurance should be actively practiced to big downtown construction work.

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A Meta-linguistic Interpretation of the subject of kes-cleft construction (것-분열문 주어의 상위언어적 의미)

  • Wee, Hae-Kyung
    • Language and Information
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    • v.20 no.1
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    • pp.111-125
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    • 2016
  • In this paper I argue that the subject in a Korean kes-cleft construction denotes the discourse referent that stands for the entity that satisfies the description of the cleft clause. This denotation thereby can be understood as a meta-linguistic referent which refers to the linguistic expression for a presupposed entity. In support of this claim, it is shown an anaphoric expression kekes also can be analyzed as a meta-linguistic referent. This analysis can explain why the subject and the predicate of a kes-cleft in Korean allow animacy crash.

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The Philosophy and Linguistics of Dao : the Ancient Chinese Philosophy and Language (도의 철학과 도의 언어학 -고대 중국의 철학과 언어-)

  • 정재현
    • Lingua Humanitatis
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    • v.5
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    • pp.109-126
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    • 2003
  • The aim of this paper is to elucidate ancient Chinese philosophy and linguistics through the concept of the Dao. Ancient Chinese thought had developed together with ancient Chinese theories of language and the linguistic features of Classical Chinese. The concept of the Dao served as an intermediary among them. The Dao which ancient Chinese philosophers sought for has several characteristics: ethical normativity, wholeness, dynamicity, non-reducibility. Linguistic studies also revealed them. The following linguistic features of Classical Chinese are the cause and/or the effect of such Dao-based philosophy and linguistics: No explicit subject-predicate sentential structure, no parts of speech, heavy reliance on the word order and context for meaning determination, no explicit distinction between compound words and a sentence, the pictographic or the ideographic features of Chinese graphs, and non-existence of a copula.

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A Case Study on the Assessment of Damaged Cause for the Damaged Reinforced Concrete Pier

  • Chai, Won-Kyu;Kim, Kwang-Il;Son, Young-Hyun
    • International Journal of Safety
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    • v.10 no.1
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    • pp.16-21
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    • 2011
  • In this thesis, appearance inspection, compressive strength of concrete test, arrangement of bar inspection, survey, and bearing stress analysis were performed on a damaged coping of reinforced concrete pier to investigate the damage cause. According to the performed a series of inspections, it was found that the coping of pier was damaged during PSC (Pre-stressed Concrete) beam construction. In this thesis, the repair method for damaged pier was studied. The repair procedure used in this thesis was follows : chipping for damaged part, clean by high-pressure, installation of wire mesh, coating of surface hardening, construction of section restoration material, copula grinding, and prevent coating for far-infrared radiation.

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So-called Cleft Constructions in Korean and Some Meanings of "kes" (소위 강조구문과 "것"의 의미)

  • Yeom, Jae-Il
    • Language and Information
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    • v.18 no.2
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    • pp.103-122
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    • 2014
  • In a so-called cleft (or, pseudocleft), the kes-phrase seems to refer to a person, even though kes is generally incompatible with human beings. In this paper, I claim that in a cleft, the kes-phrase can refer to a concept, and that a concept of human beings is not a person. I give some pieces of evidence for this claim. In a cleft, the kes-phrase cannot be pluralized only when it is supposed to denote a human being. Moreover, in such a case, the NP before the copula cannot be interpreted as the meaning of a predicate. Furthermore, in a cleft two kes-phrases are not conjoined with (k)wa only when they seem to denote human beings. All the observations can be explained by the claim that the kes-phrase denotes a concept in such cases. A concept cannot be used as a predicate, pluralized, or conjoined to refer to objects that are subsumed under a concept. When the kes-phrase denotes a concept, the cleft sentence is an identity statement.

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Rainfall Ensemble Generation Considering the Regional Characteristics (지역특성을 고려한 강우 앙상블 생성)

  • Kang, Minseok;Ro, Yonghun;Kim, Gildo;Youn, Sunghyun;Yoo, Chulsang
    • Proceedings of the Korea Water Resources Association Conference
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    • 2016.05a
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    • pp.217-217
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    • 2016
  • 강우는 시 공간적 변동성이 크고 지형특성으로 인한 지역 편차가 큰 특성을 가지고 있다. 따라서 강우 발생을 분석하는 경우, 강우의 시 공간적 변동성과 지역특성을 고려해야한다. 본 연구에서는 지역특성을 고려한 강우 앙상블을 생성하였다. 강우의 지역특성을 고려하기 위해 2010~2015년 동안 발생한 강우사상 중 서울지역을 통과하는 대류성 강우사상 30개를 선정하였다. 지역특성 고려하기 위한 매개변수로 강우강도와 풍향을 선정하고, 매개변수의 가중인자를 결정하였다. 또한 매개변수의 정량화를 위해 강우강도의 경우 대수정규분포, 풍향의 경우 Von mises분포를 매개변수의 확률분포로 선정하고, 선정된 두 확률분포에 Copula함수를 적용하여 결합확률분포를 추정하였다. 아울러 추정된 결합확률분포에 Monte-Carlo Simulation기법을 적용하여 매개변수에 대한 난수를 발생시키고, 이를 이용하여 지역특성을 고려한 강우 앙상블을 생성하였다.

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Depth-Based rank test for multivariate two-sample scale problem

  • Digambar Tukaram Shirke;Swapnil Dattatray Khorate
    • Communications for Statistical Applications and Methods
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    • v.30 no.3
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    • pp.227-244
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    • 2023
  • In this paper, a depth-based nonparametric test for a multivariate two-sample scale problem is proposed. The proposed test statistic is based on the depth-induced ranks and is thus distribution-free. In this article, the depth values of data points of one sample are calculated with respect to the other sample or distribution and vice versa. A comprehensive simulation study is used to examine the performance of the proposed test for symmetric as well as skewed distributions. Comparison of the proposed test with the existing depth-based nonparametric tests is accomplished through empirical powers over different depth functions. The simulation study admits that the proposed test outperforms existing nonparametric depth-based tests for symmetric and skewed distributions. Finally, an actual life data set is used to demonstrate the applicability of the proposed test.